+238.9%
CRM vs CMS
+118.9%
+120.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -4.4% | -1.9% | -2.5% | -4.0% |
| 30D | +28.1% | -4.1% | +32.2% | +29.3% |
| 3M | +48.8% | -7.1% | +55.9% | +51.4% |
| 6M | +28.3% | -10.1% | +38.3% | +31.0% |
| YTD | -6.0% | -1.7% | -4.3% | -6.4% |
| 1Y | +1.4% | -3.4% | +4.8% | +1.3% |
| 3Y | +11.8% | +31.6% | -19.7% | -0.2% |
| 5Y | -2.0% | +23.3% | -25.3% | -11.7% |
| All | +238.9% | +118.9% | +120.0% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling